0.45Open0.50Pre Close11 Volume73 Open Interest84.00Strike Price835.00Turnover41.59%IV3.70%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2143Delta0.0931Gamma217.04Leverage Ratio-0.1511Theta0.0015Rho46.51Eff Leverage0.0220Vega